Monotonicity and complete monotonicity for continuous-time Markov chains
Copyright policy )Monotonicity and complete monotonicity for continuous-time Markov chains
We analyze the notions of monotonicity and complete monotonicity for Markov Chains in continuous-time, taking values in a finite partially ordered set. Similarly to what happens in discrete-time, the two notions are not equivalent. However, we show that there are partially ordered sets for which monotonicity and complete monotonicity coincide in continuous time but not in discrete-time.
- Institut für Mathematik Germany
- University of Padua Italy
- University of Verona Italy
- HMU Potsdam – Health and Medical University Potsdam Germany
- University of Potsdam Germany
ddc:510, [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], monotone random dynamical system representation, realizable monotonicity, Markov processes, Probability (math.PR), Stochastik, Institut für Mathematik, Markov chains (discrete-time Markov processes on discrete state spaces), partial ordering, stochastic monotonicity, FOS: Mathematics, coupling, Mathematics - Probability, Continuous-time Markov processes on discrete state spaces
ddc:510, [MATH.MATH-PR] Mathematics [math]/Probability [math.PR], monotone random dynamical system representation, realizable monotonicity, Markov processes, Probability (math.PR), Stochastik, Institut für Mathematik, Markov chains (discrete-time Markov processes on discrete state spaces), partial ordering, stochastic monotonicity, FOS: Mathematics, coupling, Mathematics - Probability, Continuous-time Markov processes on discrete state spaces
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